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Hi yobo, Thanks for your comments. Yeah I only look at strategies that can be backtested and eventually automated. I was going to look at scalping, etc, but these are usually techniques where discretion is required. Not my cup of tea. Also execution must be real quick. The logic in the...

I agree it ranges from 0-100%.

Giggollo. Just to add to my response. I find it interesting because nobodys asked me that. Maybe its because premium data don't have a global reputation. Here in Australia, they are pretty much as good as it gets. Alot of big players that I know use them. But even if you do have a...

And thats an interesting question. Iv been using these guys for my ASX data for years. Never a discrepancy between them and the exchange. I have checked some of the recent trades with IB's prices and it matches up okay. Have you had a bad experience with data providers in the past?

Hi giggollo; I get all my data from these guys: http://www.premiumdata.net/ Cant recommend them enough.

The system has been tested on in-sample (2004-2007) and out-of-sample data (2008-present), the results of which are in the file attached. There is a "Black swan" that occurred in one of the months last year. But I'm accepting that as a rare event. 2008 broke many records for volatility. While...

Hi everyone. Some background: I've been trading the ASX (local bourse) for the last 4 years, initially pure punting (FA lol) then discretionary TA and the last two years through mechanical systems, where I can say I've found my niche. My usual method is longterm trend following (LTTF)...

Is there anyway to "reset" the papertrader and start with US$1mil again? Not to start again if you have losses LOL but more so If you want to simulate withdrawing money/profits out of the account periodically (at the end of the each month, for example). Thanks.

Yes I was aware of that. Thanks for the explanation/clarification.

Hi Don, Iv read some of your work on this board and on these opening journals in particular. Unless you have changed your methods over the years, my understanding was that you work out "fair values" and take into account what the market (futures) are doing. I don't do any of that. I have...

Good idea. I would use a limit-on-open order from IB or similar. If it doesn't trigger at the open, then it cancels itself. (But then again the method Im working on is not "Opening orders" are per this thread based on Fv, etc, but strictly fading gaps.)

Lescor. Is the NYSE open staggered? eg. Tickers beginning with A-C open at 9:30am, D-F open at 9:32am, etc, etc. Until the very last stocks open at 9:38 or 9:40. Maybe this is what happens? (I know thats how the ASX open is structured).

Is the way the opening auction works different between the NYSE and the Nasdaq ? Thanks.

So it seems the PaperTrader can do everything that the normal one can? Bracket orders, limit-on-open orders, market-on-close, auto trailing stop, etc, etc. Thats great.

Cheers brother, much appreciate your responses.

Hurricane, Yes I've heard feedback from another trader that also said No, and that margin required is only calculated on trades that are executed. Does anybody here know if you can run bracket orders (and other fancy order types) on IB's paperTrader ?

Awesome, thanks for that. Should be more than enough for what I want to do.

Can anybody offer feedback on these guys? They seem pretty reasonably priced. http://www.grainmarketresearch.com/one_quick_delivery_special.cfm

Cheers total_keops, thats what I needed to know. Does anyone know what IB's policy is with regards to number of orders allowed? Would 100 be too many?

Hey guys, Just interested in how you go about the entries with this strategy. Would you submit limit-on-open (or similar type) orders for every stock in your book before the market opens? If this is the case, would you need need funds to cover all these positions even though you would...